Anic Equity¶

Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52074.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47909.39 Kr¶

PnL: ---------------------------------------> -1022.61 Kr¶

DD now: ---------------------------------> -1.968 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:00:01.385119'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.461 %¶

Total portfolio value¶

Return including deposits: 70.48 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 0.000000 882.000000 37.000000 4.380000 845.000001
Biotage 4 0.000000 624.000000 21.000000 3.480000 603.000000
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -0.370000 654.640000 15.640000 2.450000 638.999984
Vitrolife 3 0.000000 692.400000 15.400000 2.270000 677.000001
Addtech B 3 0.000000 715.200000 15.200000 2.170000 699.999999
Svolder B 35 0.000000 2192.750000 13.750000 0.630000 2179.000005
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
Embracer Group B 26 0.000000 674.570000 12.570000 1.900000 661.999988
Indutrade 5 0.000000 1328.500000 8.500000 0.640000 1320.000000
Addnode Group B 6 0.000000 760.200000 8.200000 1.090000 751.999998
Fortnox 10 -0.500000 673.000000 5.000000 0.750000 668.000000
Latour B 2 0.000000 452.000000 3.000000 0.670000 449.000000
NCC B 7 0.000000 656.600000 2.600000 0.400000 653.999997
Sdiptech B 3 0.000000 824.400000 2.400000 0.290000 822.000000
NCC A 6 0.000000 600.000000 1.000000 0.170000 598.999998
Nolato B 12 0.000000 647.400000 -0.600000 -0.090000 648.000000
Volati 5 0.000000 573.000000 -1.000000 -0.170000 574.000000
Profoto Holding 7 0.000000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 0.000000 498.500000 -6.500000 -1.290000 505.000000
Investor B 3 0.000000 648.750000 -9.250000 -1.410000 657.999999
SCA A 4 0.000000 588.000000 -11.000000 -1.840000 599.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
Humana 40 0.000000 662.400000 -11.600000 -1.720000 674.000000
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Gaming Innovation Group 161 0.000000 4145.750000 -42.250000 -1.010000 4187.999942
Lundin Gold 7 0.000000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 0.000000 548.800000 -62.200000 -10.180000 610.999998
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Balco Group 39 0.000000 1799.850000 -75.150000 -4.010000 1874.999997
Investor A 16 0.000000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 0.000000 3760.000000 -156.000000 -3.980000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Sedana Medical 135 0.000000 4133.700000 -197.300000 -4.560000 4330.999935
Bactiguard Holding B 37 0.000000 2575.200000 -391.800000 -13.210000 2966.999993
TOTAL 47909.390000 -1022.610000 -1.96806% 48931.999868

Updated:¶

'2023-06-14 09:00:20.959260'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶